+467.2%
HUT vs SPYG
+91.6%
+375.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.9% | -6.2% | -4.8% |
| 7D | +9.3% | +2.3% | +7.0% | +3.6% |
| 30D | -23.1% | -6.5% | -16.7% | -7.6% |
| 3M | -30.6% | -6.8% | -23.7% | -14.3% |
| 6M | -46.9% | -3.1% | -43.7% | -39.8% |
| YTD | +25.3% | +8.0% | +17.3% | +13.7% |
| 1Y | +59.8% | +10.2% | +49.6% | +39.9% |
| 3Y | +467.2% | +91.0% | +376.2% | +150.7% |
| All | +467.2% | +91.6% | +375.6% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling